+3,159.9%
PEP vs AMGN
+63,747.9%
-60,587.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +0.2% | +7.8% | -7.6% | -1.1% |
| 3M | -1.1% | +27.3% | -28.4% | -5.4% |
| 6M | -13.5% | +16.8% | -30.3% | -16.0% |
| YTD | -1.2% | +36.3% | -37.5% | -6.8% |
| 1Y | -1.6% | +60.4% | -62.0% | -10.0% |
| 3Y | -12.5% | +86.3% | -98.9% | -22.6% |
| 5Y | +3.0% | +125.7% | -122.6% | -12.2% |
| 10Y | +73.9% | +247.0% | -173.1% | +37.4% |
| All | +3,159.9% | +63,747.9% | -60,587.9% | +762.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling